AI & ML
Amortized ratio-estimation importance sampling and localized simulation-based calibration for intractable likelihoods
arXiv stat.CO0 views
arXiv:2609.39712v2 Announce Type: replace-cross Abstract: We consider simulation-based Bayesian inference (SBI) for the parameters of models with intractable likelihoods but tractable forward simulation. Building on Gaussian mixtures-of-experts surrogates, as a first contribution we develop a sequential procedure to estimate the posterior, incorporating an importance sampling step that introduces a locally amortized likelihood-to-evidence ratio estimator. The local amortization allows the ratio estimator to be evaluated at new parameter--data pairs from a local (data-dependent) design, without re-estimation, which is particularly convenient for our second contribution. The second contribution is localized simulation-based calibration (SBC). Localized SBC provides a graphical diagnostic of calibration over neighborhoods that are deliberately broader than the available posterior, at low additional computational cost. Rather than repeatedly running the full inference procedure for each simulated pseudo-observation, localized SBC fits the local surrogate and ratio estimator only once for each local design, and reuses them across all pseudo-observations. This approach is particularly appealing for SBI applications. We evaluate both contributions on three case studies, including a real-data epidemiological application.
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